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The subprime credit crisis and contagion in financial markets · Study

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ArticleThe subprime credit crisis and contagion in financial markets

Francis A. Longstaff2010

Article2010

The subprime credit crisis and contagion in financial markets

Francis A. Longstaff

654 citations·0/0 files stored·Journal of Financial Economics

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Credit Risk and Financial Regulations

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 654 citations exist upstream.

References

2008Market Liquidity and Funding Liquidity 2000Financial Contagion 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach 2005Asset pricing with liquidity risk 2001Consumption, Aggregate Wealth, and Expected Stock Returns 1978Manias, Panics and Crashes 1986Understanding spurious regressions in econometrics 1994Financial Distress and Corporate Performance

Cited by

2013Systemic Risk and Stability in Financial Networks 2012Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?2012Individual investor perceptions and behavior during the financial crisis 2010Affine Point Processes and Portfolio Credit Risk 2011Did Subjectivity Play a Role in CDO Credit Ratings?2011The role of institutional investors in propagating the crisis of 2007–2008 2011Counterparty credit risk and the credit default swap market 2012The more contagion effect on emerging markets: The evidence of DCC-GARCH model

Details

Year2010

Typearticle

Published2010-01-26

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations654

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.jfineco.2010.01.002

openalex_workW1969418588

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